+445.7%
CSX vs ALLY
+194.4%
+251.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | +7.0% | +4.2% | +2.8% | +5.5% |
| 3M | -0.3% | -12.4% | +12.1% | +4.1% |
| 6M | +13.5% | -8.7% | +22.2% | +16.4% |
| YTD | +41.5% | -11.6% | +53.1% | +46.0% |
| 1Y | +45.8% | +0.2% | +45.6% | +43.9% |
| 3Y | +74.4% | +57.1% | +17.3% | +41.9% |
| 5Y | +53.6% | -6.8% | +60.5% | +44.2% |
| All | +445.7% | +194.4% | +251.3% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling